below marketmost similar roles pay hereabove market
This listing doesn't post a salary. Most similar roles pay
$119,181–$194,435.
Based on 240 similar postings.
Employer
About JPMorgan Chase
JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.
JPMorgan Chase currently has
1226 open roles
on FindRole.
Listed pay typically runs
$156,750–$215,000
across 5 roles with salary data.
As an Associate within the Quantitative Trading & Research FX Quantitative Trading team, you will work on the front-office trading floor to determine desk profitability. Your core responsibilities include designing trading and execution strategies, researching micro-patterns, and building, maintaining, and upgrading applications and tools. You will develop pricing, skewing, and hedging logic while collaborating with technology teams to create scalable, low-latency infrastructure. Daily tasks involve querying market tick data at scale, building backtest pipelines, and performing statistical analysis on portfolio performance. You must utilize object-oriented programming languages like Java, C++, and Python, alongside kdb+/q for large data management. The role requires applying quantitative skills in probability, regression modeling, and time-series analysis to solve complex problems within the FX electronic trading and market microstructure domain.
Build and maintain pricing, skewing, and hedging logic along with research tooling.
Develop scalable, low-latency infrastructure in coordination with the technology team.
Utilize internal and non-public data sources to improve pricing quality and risk management.
Query and manage historical market tick data to build backtest pipelines and batch jobs.
Perform statistical analysis of portfolio performance to drive iterative improvements.
Design trading and execution strategies based on researched micro-patterns and trends.
Maintain and upgrade applications and tools used by the trading desk.
What we're looking for
Degree in Engineering, Mathematics, Physics, or Computer Science.
Strong background in quantitative and statistical analysis including probability, regression modeling, time-series analysis, estimation, and calibration.
Proficiency in object-oriented programming languages such as Java or C++ and Python.
Excellent verbal and written communication skills for interacting with technical and non-technical users.
Ability to think strategically and creatively when solving problems and identifying opportunities.
Experience with kdb+/q and working with large data (preferred).
Prior experience in FX, rates, or commodities electronic trading (preferred).
Familiarity with low-latency/real-time systems, market microstructure, and electronic trading venues (preferred).
Python
C++
Machine Learning
Deep Learning
Reinforcement Learning
High-Frequency Trading
Market Microstructure
Quantitative Research
Signal Research
order-book modeling
Financial Engineering
data-analysis
Live Trading Systems
C++
Python
ML Infrastructure
Low-Latency Engineering
Distributed Systems
PyTorch
JAX
CUDA
Kubernetes
Kafka
Spark
Ray
Linux Performance Engineering
order-management systems
market-data normalization
Backtesting
model-serving
GPU Clusters
Lock-free Programming
PyTorch
JAX
Transformer
Time-series Foundation Models
Distributed Training
Machine Learning
Data Pipelines
Mixed Precision
model-serving
Optimization
Quantitative Trading
HFT
Electronic Market Making
Statistics
Operations Research